+2,261.9%
TSM vs SPMO
+495.2%
+1,766.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -0.1% |
| 7D | +6.2% | +6.3% | -0.1% | -0.2% |
| 30D | -7.3% | -8.9% | +1.6% | +2.2% |
| 3M | -7.1% | -13.2% | +6.1% | +7.6% |
| 6M | +0.2% | -9.3% | +9.5% | +11.6% |
| YTD | +32.2% | +11.6% | +20.7% | +20.6% |
| 1Y | +42.8% | +13.4% | +29.4% | +28.4% |
| 3Y | +330.4% | +122.9% | +207.5% | +118.0% |
| 5Y | +263.9% | +113.9% | +150.0% | +90.7% |
| 10Y | +1,580.2% | +460.5% | +1,119.7% | +411.9% |
| All | +2,261.9% | +495.2% | +1,766.7% | +600.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling